✦ LIBER ✦

Risk Management of QDII Fund Based on Dynamic Copula

✍ Scribed by Meijun Zhou; Chaoqun Ma

Book ID: 113901499
Publisher: Elsevier
Year: 2012
Weight: 376 KB
Volume: 3
Category: Article
ISSN: 2211-3819
DOI: 10.1016/j.sepro.2011.10.036

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Modeling dependence based on mixture cop

Modeling dependence based on mixture copulas and its application in risk management

✍ Zi-sheng Ouyang; Hui Liao; Xiang-qun Yang 📂 Article 📅 2009 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 169 KB

Estimating risk of foreign exchange port

Estimating risk of foreign exchange portfolio: Using VaR and CVaR based on GARCH–EVT-Copula model

✍ Zong-Run Wang; Xiao-Hong Chen; Yan-Bo Jin; Yan-Ju Zhou 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 535 KB

This paper introduces GARCH-EVT-Copula model and applies it to study the risk of foreign exchange portfolio. Multivariate Copulas, including Gaussian, t and Clayton ones, were used to describe a portfolio risk structure, and to extend the analysis from a bivariate to an n-dimensional asset allocatio

The impact of prior performance on the r

The impact of prior performance on the risk-taking of mutual fund managers

✍ Manuel Ammann; Michael Verhofen 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 207 KB

Dynamic risk management in petroleum pro

Dynamic risk management in petroleum project investment based on a variable precision rough set model

✍ Gang Xie; Wuyi Yue; Shouyang Wang; Kin Keung Lai 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 207 KB

Establishment of Emergency Management Sy

Establishment of Emergency Management System Based on the Theory of Risk Management

✍ Liu Jingkai 📂 Article 📅 2012 🏛 Elsevier 🌐 English ⚖ 196 KB

Method of change management based on dyn

Method of change management based on dynamic machining error propagation

✍ Jia Feng; PingYu Jiang 📂 Article 📅 2009 🏛 SP Science China Press 🌐 English ⚖ 753 KB